An insensitivity property of ladder height distributions

DOI10.2307/3214898zbMath0760.60095OpenAlexW2328206620MaRDI QIDQ4021718

Michael Frenz, Volker Schmidt

Publication date: 16 January 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214898

zbMATH Keywords

new better than used in expectationrisk processstationary point processinsensitivity propertynew worse than used in expectation

Mathematics Subject Classification ID

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